Identification for linear stochastic systems driven by fractional brownian motion

Simple item page
dc.contributor.authorRao, B L S P
dc.date.accessioned2012-01-02T16:49:08Z
dc.date.available2012-01-02T16:49:08Z
dc.date.issued2004
dc.identifier.citationStochastic analysis and applications,V22,P1487-1509en_US
dc.identifier.urihttp://hdl.handle.net/10263/2745
dc.language.isoenen_US
dc.subjectLinear stochastic systemsen_US
dc.subjectStochastic differential equationsen_US
dc.subjectFractional ornstein-uhlenbeck processen_US
dc.subjectFractional Brownian motionen_US
dc.subjectIdentificationen_US
dc.subjectNonparametric estimationen_US
dc.subjectConsistencyen_US
dc.subjectAsymptotic normalityen_US
dc.subjectMetdod of sievesen_US
dc.titleIdentification for linear stochastic systems driven by fractional brownian motionen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Binder1.pdf
Size:
1.65 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics and Statistics